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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun
;
Lütkebohmert, Eva
;
Wei, Wei
- In:
Mathematics and financial economics
9
(
2015
)
4
,
pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Arbitrage-free Nelson-Siegel model for multiple yield curves
Brignone, Riccardo
;
Gerhart, Christoph
;
Lütkebohmert, Eva
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10013167786
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